It really depends on so much. Full disclosure: we've always adopted, as first time owners and beyond. I'm a former shelter volunteer and am very committed to dog adoption, but I also know it's not for everyone.
The question of whether to adopt or purchase from a breeder (please do research on finding a GOOD, RESPONSIBLE, ETHICAL breeder because if the non-adoption option is to buy from a pet store or back-yard breeder, go for adoption) depends on a lot more than just whether or not you're a first time owner. Things to consider:
1. The source or the adoption: shelter or rescue? And what are the policies of the shelter if it's a shelter? Animals shelters come in many forms, from high-volume municipal pounds where dogs are more or less just warehoused until they're put to sleep, to wonderful privately-funded shelters that have adoption as their first priority and give all dogs temperament tests, socialize them regularly and constantly evaluate their personalities. Dog rescues typically have all the dogs living in private home situations with foster parents who train and care for them as if they were their own dog. For a first time owner, I'd try to find either a rescue or a very good private shelter that temperament tests and has a trainer or behaviorist on staff to answer all your questions. This isn't to say that you can't have good luck at another type of shelter--our first two dogs were from a pound, the first of whom was a fabulous dog in every way, but the second has....issues.
2. Your lifestyle: Do you have young children? Are you away from home more than the average family? Do you have a lot of visitors coming by? Many dogs with wonderful, solid temperaments come from shelters, and if you adopt from a rescue or a shelter that temperament tests, your odds of finding one go way up. And if you don't have kids or a lot of visitors and are a homebody, a dog without a bomb-proof temperament can still be a wonderful addition to your home. So take some time to think about how unflappable of a dog you need (and this will also go very far towards picking the right breed for you if you choose to buy from a breeder). A dog from a rescue who's foster parents know that he's great around kids, is fine home alone, and loves to meet new people is an excellent option for you even if you do have the kids and the people coming over etc....
3. How old of a dog do you want? Puppies are frequently found in shelters and rescues, but far more common are adolescent dogs between the ages of 9 months and 2 years old. Adolescence is a difficult time for dogs, behaviorally (as it is with humans as well!) and a lot of dogs get surrendered at that age because their humans just can't effectively deal with typical adolescent dog behaviors. Also common in shelters and rescues are older or senior dogs, which is just a tragedy. These dogs are often wonderful companions, trained, calm in disposition, usually healthy. They get surrendered sometimes because of family emergencies, and disgustingly sometimes their family just gets bored with the older dog and gets rid of it and goes and gets a new puppy. I know, sick.
4. All dogs require training and time and effort but sometimes (sometimes, not all the time) shelter dogs require a little extra attention in that department. Are you willing to put in that extra effort? If not you can still look in to adoption, from a rescue where they know the dogs very well and can match you with one that has no unusual behavioral issues. But if you adopt from a pound where the staff do not know the dogs well, you are taking a chance that you may have to clean up a mess that the dog's previous owner created. Much of the time, this is not that big of a deal if you're prepared to do consistent, assiduous training. And as I say, I've adopted 3 dogs from shelters and of the 3, only one had any behavioral problems at all. If you adopt from some place that knows the dogs well and provides behavior support services, your chances of getting exactly what you want in a dog through adoption go way way up.
If you buy from a breeder, you will be most likely buying a puppy and have to do all the initial puppy training, which can be a handful for first-time owners as well. If you buy from a good breeder (as you should), they will be available to provide you moral support and training tips but you still have to get up at 2 in the morning to take the pup out to potty and you still have to deal with all of the training issues that will crop up in their first 2 years of life. You have to socialize, go to puppy kindergarten, housetrain, all that good stuff.
My personal feeling is that a calm, older (3+ years old), trained dog from a rescue who has the dogs in foster care prior to adoption is really an excellent choice for a first time owner. You can make all the other options work as well, but it depends on your commitment to the dog. My problem dog Conrad we've had for over 5 years (he's 7) and we still struggle with his issues from time to time, but we're very committed to him and we make it work and I wouldn't have it any other way. But would he have been a good option for a first time owner who was not similarly committed to his welfare? No. I'm very thankful that he was adopted by us and not by a family who just wanted a lawn-ornament because he'd probably be pushing up daisies at this point if that would have happened.
And of course, once again, please do not ever buy a puppy from a pet store, puppy mill, or backyard breeder.